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HAL vs. BKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HAL and BKR is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

HAL vs. BKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Halliburton Company (HAL) and Baker Hughes Company (BKR). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-30.30%
34.13%
HAL
BKR

Key characteristics

Sharpe Ratio

HAL:

-0.99

BKR:

0.79

Sortino Ratio

HAL:

-1.33

BKR:

1.35

Omega Ratio

HAL:

0.84

BKR:

1.16

Calmar Ratio

HAL:

-0.47

BKR:

0.93

Martin Ratio

HAL:

-1.43

BKR:

2.73

Ulcer Index

HAL:

19.04%

BKR:

7.90%

Daily Std Dev

HAL:

27.61%

BKR:

27.39%

Max Drawdown

HAL:

-92.99%

BKR:

-73.51%

Current Drawdown

HAL:

-57.63%

BKR:

-10.16%

Fundamentals

Market Cap

HAL:

$23.89B

BKR:

$40.98B

EPS

HAL:

$2.86

BKR:

$2.23

PE Ratio

HAL:

9.51

BKR:

18.57

PEG Ratio

HAL:

1.57

BKR:

0.93

Total Revenue (TTM)

HAL:

$23.07B

BKR:

$27.30B

Gross Profit (TTM)

HAL:

$4.41B

BKR:

$5.76B

EBITDA (TTM)

HAL:

$4.80B

BKR:

$4.30B

Returns By Period

In the year-to-date period, HAL achieves a -26.64% return, which is significantly lower than BKR's 21.01% return.


HAL

YTD

-26.64%

1M

-16.71%

6M

-21.94%

1Y

-27.62%

5Y*

2.83%

10Y*

-2.44%

BKR

YTD

21.01%

1M

-9.00%

6M

23.88%

1Y

21.51%

5Y*

13.30%

10Y*

N/A

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Risk-Adjusted Performance

HAL vs. BKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Halliburton Company (HAL) and Baker Hughes Company (BKR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for HAL, currently valued at -0.99, compared to the broader market-4.00-2.000.002.00-0.990.79
The chart of Sortino ratio for HAL, currently valued at -1.33, compared to the broader market-4.00-2.000.002.004.00-1.331.35
The chart of Omega ratio for HAL, currently valued at 0.84, compared to the broader market0.501.001.502.000.841.16
The chart of Calmar ratio for HAL, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.560.93
The chart of Martin ratio for HAL, currently valued at -1.43, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.432.73
HAL
BKR

The current HAL Sharpe Ratio is -0.99, which is lower than the BKR Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of HAL and BKR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.99
0.79
HAL
BKR

Dividends

HAL vs. BKR - Dividend Comparison

HAL's dividend yield for the trailing twelve months is around 2.62%, more than BKR's 2.08% yield.


TTM20232022202120202019201820172016201520142013
HAL
Halliburton Company
2.62%1.77%1.22%0.79%1.67%2.94%2.71%1.47%1.33%2.12%1.60%1.03%
BKR
Baker Hughes Company
2.08%2.28%2.47%2.99%3.45%2.81%3.35%56.42%0.00%0.00%0.00%0.00%

Drawdowns

HAL vs. BKR - Drawdown Comparison

The maximum HAL drawdown since its inception was -92.99%, which is greater than BKR's maximum drawdown of -73.51%. Use the drawdown chart below to compare losses from any high point for HAL and BKR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.89%
-10.16%
HAL
BKR

Volatility

HAL vs. BKR - Volatility Comparison

Halliburton Company (HAL) has a higher volatility of 7.94% compared to Baker Hughes Company (BKR) at 6.66%. This indicates that HAL's price experiences larger fluctuations and is considered to be riskier than BKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.94%
6.66%
HAL
BKR

Financials

HAL vs. BKR - Financials Comparison

This section allows you to compare key financial metrics between Halliburton Company and Baker Hughes Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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